+553.6%
SCHD vs VWO
+137.7%
+415.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -2.0% | -1.8% | -0.2% | -1.0% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +5.7% | +2.2% | +3.5% | +4.2% |
| 6M | +11.9% | +8.8% | +3.1% | +6.3% |
| YTD | +26.4% | +12.4% | +14.0% | +17.8% |
| 1Y | +27.6% | +15.6% | +12.0% | +16.9% |
| 3Y | +54.9% | +62.5% | -7.6% | +17.0% |
| 5Y | +60.9% | +34.3% | +26.7% | +33.5% |
| 10Y | +243.4% | +114.8% | +128.7% | +117.2% |
| All | +553.6% | +137.7% | +415.9% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling